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Computational finance : = MATLAB ori...

Cesarone, Francesco.

Computational finance : = MATLAB oriented modeling /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Computational finance :/ Francesco Cesarone.
其他題名:	MATLAB oriented modeling /
作者:	Cesarone, Francesco.
出版者:	London ;Routledge-Giappichelli, : c2021.,
面頁冊數:	236 p. :ill. ; : 25 cm.;
標題:	Financial engineering. -
ISBN:	9780367493035 (Routledge)

Computational finance : = MATLAB oriented modeling /
Cesarone, Francesco.

Computational finance :MATLAB oriented modeling /Francesco Cesarone. - London ;Routledge-Giappichelli,c2021. - 236 p. :ill. ;25 cm. - Routledge-Giappichelli business and management.

Includes bibliographical references (p. 231-234).

"Computational Finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in Finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance"--

ISBN: 9780367493035 (Routledge)

LCCN: 2020014571Subjects--Topical Terms:

591542
Financial engineering.

LC Class. No.: HG106 / .C656 2020

Dewey Class. No.: 332.01/5195

Computational finance : = MATLAB oriented modeling /
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520 # $a "Computational Finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in Finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance"-- $c Provided by publisher.
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